+25.7%
ABNB vs EMR
+110.8%
-85.1%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -2.8% |
| 7D | -4.0% | -1.5% | -2.4% | -3.2% |
| 30D | +19.3% | -5.6% | +24.9% | +23.0% |
| 3M | +36.1% | +7.9% | +28.1% | +29.0% |
| 6M | +34.2% | +6.0% | +28.2% | +27.5% |
| YTD | +34.1% | +16.4% | +17.6% | +18.9% |
| 1Y | +45.1% | +16.6% | +28.5% | +27.6% |
| 3Y | +37.1% | +62.9% | -25.7% | -6.0% |
| 5Y | +15.2% | +60.1% | -44.9% | -27.9% |
| All | +25.7% | +110.8% | -85.1% | -15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EMR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling